Do not worry Cly3D,...
I am at work at the moment so I will check this when I get home this evening. However, I do know that 3DXchange report that same warning even when the animations are part of the imported Prop. I believe that message relates to the X-Y translations applied top the Prop and not to the Animations themselves.
Please do the following:
1) Check in 3DXchange if you see any animations on the right hand side panel. If they are listed there, then you can ignore the warning.
2) If the animations are listed, select them and press the play button in 3DXchange to see the character perform the animation.
3) Make sure you export FBX with the Option "Include Animations" Checked.
I will also do some tests this evening but do not worry, we will solve this.
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